Generalized Chow Tests for Structural Change: A Coordinate-Free Approach

DOI10.2307/2526374MaRDI QIDQ4745191zbMATHOpenAlexFDO

Authors Jean-Marie Dufour

Publication date 1982

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526374

zbMATH Keywords

structural changecoordinate-free approachgeneralized likelihood testgeneralized Chow testsKullback-Rosenblatt testSt. Louis equationundersized subperiods

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(3)

• Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
• Exact tests for structural change in first-order dynamic models
• Are consumption-based intertemporal capital asset pricing models structural?

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